[R] anova on binomial LMER objects

[Prof Brian Ripley]

On Mon, 26 Sep 2005, Martin Henry H. Stevens wrote:

> Hello all,
> 1. Does Matrix 0.98-7 fix any of this?
> 2. Assuming "no", how does one acquire Matrix 0.95-13?

It is in the Archive on CRAN, e.g.

http://cran.r-project.org/src/contrib/Archive/M/Matrix_0.95-13.tar.gz

> Cheers, and thank you kindly in advance,
> Hank
>
> On Sep 26, 2005, at 9:05 AM, Douglas Bates wrote:
>
>> On 9/25/05, Horacio Montenegro <nepossiver at yahoo.com> wrote:
>>
>>>
>>>     Hi Spencer and Robert,
>>>
>>>     I have found the same behaviour, but only for lme4
>>> and Matrix after the 0.96 release. lme4 0.95-10 and
>>> Matrix 0.95-13 releases gave "sensible" results. This
>>> could be an introduced bug, or a solved bug - you
>>> should ask Prof. Bates.
>>>
>>>     hope this helps, cheers,
>>>
>>>     Horacio Montenegro
>>>
>>
>> I have run into a couple of other things that the "improvements" from
>> the 0.95 series to the 0.96 series has made worse.  This may take a
>> while to sort out.  Thanks to Robert Bagchi for the very thorough
>> error report.
>>
>>
>>
>>>
>>> --- Spencer Graves <spencer.graves at pdf.com> wrote:
>>>
>>>>         I agree:  Something looks strange to me in this
>>>> example also;  I have
>>>> therefore copied Douglas Bates and  Deepayan Sarkar.
>>>>  You've provided a
>>>> nice simulation.  If either of them have time to
>>>> look at this, I think
>>>> they could tell us what is happening here.
>>>>
>>>>         If you need an answer to your particular problem,
>>>> you could run that
>>>> simulation 1000 or 1,000 times.  That would tell you
>>>> whether to believe
>>>> the summary or the anova, or neither.  If you want
>>>> to understand the
>>>> algorithm, you could walk through the code.
>>>> However, "lmer" is a
>>>> generic, and I don't have time now to figure out how
>>>> to find the source.
>>>>   A response from Brian Ripley to a question from me
>>>> a couple of days
>>>> ago provides a nice summary of how to do that, but I
>>>> don't have time to
>>>> check that now.
>>>>
>>>>         Sorry I couldn't help more.
>>>>         spencer graves
>>>>
>>>> Robert Bagchi wrote:
>>>>
>>>>
>>>>> Dear R users,
>>>>>
>>>>> I have been having problems getting believable
>>>>>
>>>> estimates from anova on a
>>>>
>>>>> model fit from lmer. I get the impression that F
>>>>>
>>>> is being greatly
>>>>
>>>>> underestimated, as can be seen by running the
>>>>>
>>>> example I have given below.
>>>>
>>>>>
>>>>> First an explanation of what I'm trying to do. I
>>>>>
>>>> am trying to fit a glmm
>>>>
>>>>> with binomial errors to some data. The experiment
>>>>>
>>>> involves 10
>>>>
>>>>> shadehouses, divided between 2 light treatments
>>>>>
>>>> (high, low). Within each
>>>>
>>>>> shadehouse there are 12 seedlings of each of 2
>>>>>
>>>> species (hn & sl). 3
>>>>
>>>>> damage treatments (0, 0.1, 0.25 leaf area removal)
>>>>>
>>>> were applied to the
>>>>
>>>>> seedlings (at random) so that there are 4
>>>>>
>>>> seedlings of each
>>>>
>>>>> species*damage treatment in each shadehouse.
>>>>>
>>>> There maybe a shadehouse
>>>>
>>>>> effect, so I need to include it as a random
>>>>>
>>>> effect. Light is applied to
>>>>
>>>>> a shadehouse, so it is outer to shadehouse. The
>>>>>
>>>> other 2 factors are
>>>>
>>>>> inner to shadehouse.
>>>>>
>>>>> We want to assess if light, damage and species
>>>>>
>>>> affect survival of
>>>>
>>>>> seedlings. To test this I fitted a binomial mixed
>>>>>
>>>> effects model with
>>>>
>>>>> lmer (actually with quasibinomial errors). THe
>>>>>
>>>> summary function suggests
>>>>
>>>>> a large effect of both light and species (which
>>>>>
>>>> agrees with graphical
>>>>
>>>>> analysis). However, anova produces F values close
>>>>>
>>>> to 0 and p values
>>>>
>>>>> close to 1 (see example below).
>>>>>
>>>>> Is this a bug, or am I doing something
>>>>>
>>>> fundamentally wrong? If anova
>>>>
>>>>> doesn't work with lmer is there a way to perform
>>>>>
>>>> hypothesis tests on
>>>>
>>>>> fixed effects in an lmer model? I was going to
>>>>>
>>>> just delete terms and
>>>>
>>>>> then do liklihood ratio tests, but according to
>>>>>
>>>> Pinheiro & Bates (p. 87)
>>>>
>>>>> that's very untrustworthy. Any suggestions?
>>>>>
>>>>> I'm using R 2.1.1 on windows XP and lme4 0.98-1
>>>>>
>>>>> Any help will be much appreciated.
>>>>>
>>>>> many thanks
>>>>> Robert
>>>>>
>>>>>
>>>>>
>>>
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>>
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>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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